Portfolio Optimization

Total fit trials : 0M

Time spent on simulation: 0 minutes

Portfolios amount: 0.05M

Date range from 2018-08-02 to 2021-10-27

My current portfolio

AAPL	AMD	PLZL.ME	NVTA	ACMR	POLY.ME	FATE	FRHC	SONO	NOK	TAL	Return	Risk	SharpeRatio
0	0.61	0	0.27	0	0	0	0	0	0.15	0.16	0.27	0.53	0.51

Minimum Variance Portfolio Weights

SONO	TAL	NVTA	FATE	ACMR	AMD	NOK	FRHC	AAPL	PLZL.ME	POLY.ME	Return	Risk	SharpeRatio
0.02	0.02	0.03	0.03	0.04	0.07	0.07	0.15	0.16	0.16	0.24	0.4	0.23	1.79

Tangency Portfolio Weights

TAL	SONO	NVTA	FATE	ACMR	NOK	AAPL	AMD	POLY.ME	PLZL.ME	FRHC	Return	Risk	SharpeRatio
0	0.01	0.03	0.03	0.05	0.05	0.09	0.09	0.18	0.23	0.23	0.51	0.23	2.23

Portfolio Sharpie ratio fit

AAPL	AMD	PLZL.ME	NVTA	ACMR	POLY.ME	FATE	FRHC	SONO	NOK	TAL	Return	Risk	SharpeRatio
0.12	0.13	0.17	0.01	0.01	0.15	0.03	0.26	0.05	0.06	0.01	0.51	0.23	2.22

## Warning: Removed 1 rows containing missing values (geom_text).

Total time: 0 minutes